Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 1 1 5 7 3 3 24 34
Dealing with the Inventory Risk. A solution to the market making problem 2 2 8 79 10 21 67 241
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 10 53 2 3 24 93
General Intensity Shapes in Optimal Liquidation 0 0 2 25 0 1 6 74
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 6 43 0 3 21 84
Market impacts and the life cycle of investors orders 0 0 1 1 0 2 3 3
Optimal Portfolio Liquidation with Limit Orders 0 1 9 65 1 2 24 158
Optimal Portfolio Liquidation with Limit Orders 0 1 2 2 0 3 22 29
Optimal algorithmic trading and market microstructure 3 4 26 178 4 12 55 258
Optimal posting price of limit orders: learning by trading 1 2 5 49 1 3 19 140
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 84 0 0 6 154
Optimal split of orders across liquidity pools: a stochastic algorithm approach 1 1 3 34 1 3 8 58
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 8 55 1 1 17 118
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 1 7 51 1 1 11 72
Optimal trading algorithms and selfsimilar processes: a p-variation approach 2 2 5 51 2 5 15 116
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 4 32 0 1 7 52
Simulating and analyzing order book data: The queue-reactive model 2 2 6 21 2 3 11 32
Total Working Papers 13 18 109 830 28 67 340 1,716


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 6 80 1 1 17 253
Real-time market microstructure analysis: online transaction cost analysis 2 2 5 5 2 4 20 22
Total Journal Articles 2 2 11 85 3 5 37 275


Statistics updated 2015-09-02